Details about Diana Barro

Access statistics for papers by Diana Barro.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pba285

Working Papers

2011

1. Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"

2009

2. Portfolio management with minimum guarantees: some modeling and optimization issues
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia

2008

3. A network of business relations to model counterparty risk
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
4. Credit contagion in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (3)
   See also Journal Article Credit contagion in a network of firms with spatial interaction, European Journal of Operational Research, Elsevier (2010) View citations (28) (2010)
5. Tracking error with minimum guarantee constraints
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)

2006

6. A credit contagion model for loan portfolios in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)

2005

7. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
   GE, Growth, Math methods, University Library of Munich, Germany View citations (2)
8. Tracking Error: a multistage portfolio model
   GE, Growth, Math methods, University Library of Munich, Germany View citations (20)

Journal Articles

2010

1. Credit contagion in a network of firms with spatial interaction
   European Journal of Operational Research, 2010, 205, (2), 459-468 View citations (28)
   See also Working Paper Credit contagion in a network of firms with spatial interaction, Working Papers (2008) View citations (3) (2008)

2005

2. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
   European Journal of Operational Research, 2005, 163, (1), 217-229 View citations (10)